+263.5%
ICE vs GAP
+2.4%
+261.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | +2.2% | -5.2% | +7.4% | +2.7% |
| 30D | +13.7% | -6.9% | +20.6% | +14.4% |
| 3M | +17.9% | +5.7% | +12.2% | +17.0% |
| 6M | +15.0% | +0.9% | +14.0% | +14.3% |
| YTD | +10.9% | -14.5% | +25.4% | +11.5% |
| 1Y | +17.0% | -12.1% | +29.1% | +17.2% |
| 3Y | +68.2% | +72.2% | -4.0% | +51.0% |
| 5Y | +40.4% | +4.5% | +35.9% | +28.5% |
| All | +263.5% | +2.4% | +261.1% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling